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Rationale for turning keep-alive on by default was given here: https://svnweb.freebsd.org/base?view=revision&revision=47752
Add handle to control global TCP keepalives and turn them on as
default.
Despite their name it doesn't keep TCP sessions alive, it kills them
if the other end has gone AWOL. This happens a lot with clients which
use ...

Usually "connect timeout" refers to the timeout for creating the initial connection to a host. In many systems (Windows 7 included), this value is configured using separate settings from timeouts for ongoing communications after a connection has been established. This answer addresses the "initial connect" scenario for Windows 7, which is different from ...

CPU load on HAProxy will spike at 100 once you run out of source ports and tries to scan for available ones. Usually that is 30kish though. What do you have for sysctl net.ipv4.ip_local_port_range?
So for example if you have 30k connections to a single server in the backend you will likely run out of source ports and hit the CPU problem.